integral of a function with exponent

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Can anybody help me to solve the following integral?

$\int_{0}^{\infty}(1-(ax+1)^{(1-y)} e^{-\frac{x}{b}})^M dx$

It confuses me, because there is this Mth power of overall function.

Do I need to use substitution on (ax+1) or somewhere else?

Thank you in advance.